The Snowman Pillow is a pillow that is limited obtainable in the store/pillows page in PFS. The only way to get it was to buy it during the Winter Event 2018 for 30 Robux. On the Pillow is the a snowman imprinted with "Ho Ho Ho!" with snowballs as the particle being emitted.
I suppose snow is comfy? I don't know another other reason you would own a snowman pillow. Except maybe for the cool design in the middle.
Maybe you bought it for maximum destruction against enemies? Now that would make sense since I heard snowballs do a lot of damage these days.
- Part of the Winter Event 2018.